+98.4%
TSLA vs BTSG
+382.3%
-283.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.6% | +5.5% | +1.1% |
| 7D | -3.4% | -5.8% | +2.4% | -1.4% |
| 30D | +9.2% | 0.0% | +9.3% | +8.9% |
| 3M | -4.7% | -4.5% | -0.3% | -5.0% |
| 6M | -8.9% | +40.0% | -48.9% | -22.0% |
| YTD | -19.2% | +54.6% | -73.7% | -33.8% |
| 1Y | +4.5% | +106.1% | -101.6% | -23.8% |
| All | +98.4% | +382.3% | -283.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BTSG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling